+30.9%
MSFU vs CCEP
+109.7%
-78.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | -1.3% | +15.1% | -16.4% | -2.9% |
| 3M | +8.6% | +7.3% | +1.4% | +7.7% |
| 6M | +48.4% | +23.4% | +25.0% | +46.1% |
| YTD | +1.6% | +29.4% | -27.8% | -1.5% |
| 1Y | -5.8% | +34.2% | -40.0% | -9.2% |
| 3Y | +30.9% | +108.4% | -77.4% | +14.4% |
| All | +30.9% | +109.7% | -78.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling